A first-order differential equation is a linear equation in the dependent variable \(y\) if it can be written in the form:
\( a_1(x) \cfrac{dy}{dx} + a_0(x) y = g(x)\)
The standard form of a linear equation is:
\( \cfrac{dy}{dx} + P(x) y = f(x)\)
If \(f(x) = 0\) the equation is said to be homogeneous and is separable. If the equation is non-homogeneous, we can find an integration factor, \(\mu (x)\) such that:
\( \cfrac{d}{dx} (\mu (x) y) = \mu (x) (\cfrac{dy}{dx} + P(x) y ) \)
\( \cfrac{d \mu}{dx} y + \mu (x) \cfrac{dy}{dx} = \mu (x) \cfrac{dy}{dx} + \mu (x) P(x) y \)
\( \cfrac{d \mu}{dx} y = \mu (x) P(x) y \)
\( \cfrac{d \mu}{dx} = \mu (x) P(x) \)
This equation is separable with solution:
\( \mu (x) = e^ {\int P(x)} \)
Find the integrating factor for the DE \(t y^{'} - 3 y = \frac{\sin {\pi t}}{t} \)
The steps to solve a linear non-homogeneous differential equation are:
Solve the DE \( t^3 y^{'} +4t^2 y = e^{-t} \) subject to \(y(-1) = 0 \).